-39.5%
ZS vs JBHT
+32.1%
-71.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -11.1% | +0.4% | -11.5% | -11.0% |
| 30D | -14.8% | -2.0% | -12.9% | -14.7% |
| 3M | +18.0% | -16.3% | +34.3% | +18.7% |
| 6M | +30.8% | -8.2% | +39.1% | +32.9% |
| YTD | -11.5% | +16.3% | -27.8% | -12.0% |
| All | -39.5% | +32.1% | -71.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling